+47.0%
CVX vs CME
+19.8%
+27.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.1% |
| 7D | -5.3% | +4.8% | -10.2% | -6.7% |
| 30D | +5.1% | +14.2% | -9.1% | +1.0% |
| 3M | +14.9% | +17.9% | -3.0% | +9.0% |
| 6M | +14.9% | +7.2% | +7.6% | +13.4% |
| YTD | +46.3% | +16.7% | +29.6% | +39.4% |
| 1Y | +47.0% | +19.6% | +27.5% | +39.0% |
| All | +47.0% | +19.8% | +27.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling